+240.0%
ECHO vs MOD
+1,141.8%
-901.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.8% |
| 7D | +3.4% | +9.6% | -6.2% | +1.6% |
| 30D | +2.4% | 0.0% | +2.3% | +2.2% |
| 3M | -28.0% | -35.4% | +7.4% | -22.4% |
| 6M | -21.2% | -7.3% | -14.0% | -21.7% |
| YTD | -17.4% | +45.8% | -63.2% | -25.7% |
| 1Y | +33.6% | +43.1% | -9.6% | +19.1% |
| 3Y | +419.7% | +297.7% | +122.0% | +261.9% |
| 5Y | +241.7% | +1,478.8% | -1,237.0% | +75.6% |
| 10Y | +180.8% | +1,633.4% | -1,452.6% | +25.0% |
| All | +240.0% | +1,141.8% | -901.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling